Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

Dades bibliogràfiques
Autor principal: Lo, Andrew W.
Altres autors: Mamaysky, Harry, Wang, Jiang
Format: Llibre
Idioma:English
Publicat: Cambridge National Bureau of Economic Research 2001.
Col·lecció:NBER working paper series no.8311
Matèries:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.